To access closed captions on Apple TV please select the show that you would like to watch then follow the steps below:
1. Using your Apple TV remote press the pause button and swipe down on the mouse like surface. This will expose a bar that says info/ subtitles/ audio
2. Select Subtitles. A drop down will appear saying Off / Auto / English.
3. Please select Auto and English.
Once you do this any show that has closed captions will automatically display them.